Volume Weighted Average Price (VWAP) is a very important quantity in finance. It represents an average price for a financial asset (see https://www.khanacademy.org/math/probability/descriptive-statistics/old-stats-videos/v/statistics-the-average). The higher the volume, the more significant a price move typically is. VWAP is often used in algorithmic trading and is calculated using volume values as weights.